Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 152.250 | 1.06 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | - | 75 | 1.03% | 1.035% | - |
B | USD | 12.600 | 2.46 | - | AA | - | AA | - | - | - | Fixed | Swaps | - | 100 | 1.75% | 1.762% | - |
C | USD | 17.850 | 2.83 | - | A | - | A | - | - | - | Fixed | Swaps | - | 130 | 2.21% | 2.229% | - |
D | USD | 17.850 | 3.23 | - | BBB | - | BBB | - | - | - | Fixed | Swaps | - | 180 | 2.88% | 2.907% | - |
E | USD | 9.450 | 3.27 | - | BB | - | BB | - | - | - | Fixed | Swaps | - | 350 | 4.58% | 4.624% | - |
Tranche Comments
A: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
D: Registration: 144A Only;
E: Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | OMJ | 4.400 | 1.82 | - | SS | - | EE | - | - | - | Pupcg | Vjxia | - | 400 | 4.56% | 4.607% | 17.49670 |
I | ZTF | 13.000 | 5.50 | - | J | - | K | - | - | - | Gqwrz | Xbfyy | - | 160 | 2.09% | 2.104% | 48.73800 |
H | KSP | 225.800 | 6.82 | - | DDD | - | YYY | - | - | - | Ycsrf | MNXD | - | 80 | 1.14% | 1.146% | 53.50878 |
F | PVQ | 54.800 | 4.40 | - | AAA | - | XXX | - | - | - | Xsfpr | Gqyor | - | 250 | 3.07% | 3.094% | 79.42033 |
Tranche Comments
H: Registration: 144K Srbz;
I: Registration: 144W Edkv;
F: Registration: 144P Qwny;
F: Registration: 144N Yilf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | VRV | 19.000 | 7.90 | - | QQQ | - | DDD | - | - | - | Elcrf | Ixaly | - | 375 | - | 4.430% | - |
R | CIJ | 815.000 | 9.90 | - | ZZ | - | WWW | - | - | - | Eqrpc | RECK | - | 125 | - | 1.800% | - |
A | MCY | 55.000 | 1.74 | - | Z | - | M | - | - | - | Ywqmt | Swwro | - | 250 | - | 3.130% | - |
F | FRM | 3.000 | 1.66 | - | SSS | - | VV | - | - | - | Sysyo | Kujqu | - | 560 | - | 6.290% | - |
Tranche Comments
R: Registration: 144B Thta;
A: Registration: 144U Nvpc;
L: Registration: 144W Nhqe;
F: Registration: 144C Fqbs;